# Estimating Linear Relations with Errors in the Variables: The Merging of Two Approaches

• Hans Schneeweiss
Conference paper

## Abstract

In estimating a linear relation with errors in the variables, two main approaches can be distinguished: methods that utilize knowledge about the error variances and methods that rely on instrumental variables. This paper clarifies the relationship between these two approaches and also points to the related estimation methods in econometric models.

## Keywords

Error Variance Instrumental Variable Simultaneous Equation American Statistical Association Latent Variable Model
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

## Zusammenfassung

Bei der Schätzung von linearen Beziehungen mit fehlerbehafteten Variablen lassen sich zwei Hauptansätze unterscheiden: Schätzmethoden, die Kenntnisse über die Fehlervarianzen ausnutzen und solche, die Instrumentvariablen verwenden. In diesem Aufsatz werden die Zusammenhänge zwischen beiden Ansätzen aufgezeigt und wird auf die Verwandtschaft mit den Schätzmethoden für ökonometrische Modelle hingewiesen.

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## Authors and Affiliations

• Hans Schneeweiss
• 1
1. 1.MünchenGermany